The goalkeeper said De Gea’s advice helped him settle down following his summer move to Chelsea.
Kepa joined Chelsea from Athletic Bilbao in August for a world-record fee of £71.6million.
The 24-year-old was signed as Thibaut Courtois’ replacement after the Belgium No 1 completed a move to Real Madrid.
Kepa said De Gea was quick to offer him advice after he joined the Blues.
“Every player settles into a new league in different ways,” Metro UK quoted Kepa to have said.
“David is a team-mate with the national team and we get on really well.
“When I signed for Chelsea, he gave me some advice, telling me a bit about how it was for him when he came here.
“Of course, he has been here for years now and is playing at a fantastic level. We were at the World Cup together and had a good chat about the differences between Spanish and English football.
“It’s a good thing to interact with a top goalkeeper who has so much experience in the Premier League.
“You need a little time, the usual sort of time it takes to get to know your team-mates and the league itself, but it’s all good generally, I’m very happy.”